Backward stochastic difference equations and nearly time-consistent nonlinear expectations
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- A maximum principle for fully coupled controlled forward-backward stochastic difference systems of mean-field type
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
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- scientific article; zbMATH DE number 5971068 (Why is no real title available?)
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- Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications
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